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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+1.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$124B
AUM Growth
+$2.86B
Cap. Flow
+$2.19B
Cap. Flow %
1.77%
Top 10 Hldgs %
15.96%
Holding
4,116
New
162
Increased
2,309
Reduced
1,443
Closed
177

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$151M
2
FIS icon
Fidelity National Information Services
FIS
+$84.4M
3
LHX icon
L3Harris
LHX
+$74.3M
4
OXY icon
Occidental Petroleum
OXY
+$62.3M
5
AAPL icon
Apple
AAPL
+$55.8M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$105M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$96.4M
3
APC
Anadarko Petroleum
APC
+$90.4M
4
WP
Worldpay, Inc.
WP
+$59.6M
5
LLL
L3 Technologies, Inc.
LLL
+$56.2M

Sector Composition

Rank Sector Weight
1 Technology 15.42%
2 Financials 14.03%
3 Healthcare 11.26%
4 Consumer Discretionary 8.67%
5 Industrials 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EMLP icon
2151
First Trust North American Energy Infrastructure Fund
EMLP
$4.12B
$2.42M ﹤0.01%
94,748
-5,739
-6% -$145K
RVI
2152
DELISTED
Retail Value Inc. Common Shares
RVI
$2.42M ﹤0.01%
712,615
-89,693
-11% -$303K
GLDD
2153
DELISTED
Great Lakes Dredge & Dock
GLDD
$2.42M ﹤0.01%
231,596
-85,255
-27% -$901K
ACH
2154
DELISTED
Alum Corp of China Ltd
ACH
$2.42M ﹤0.01%
309,359
+66,548
+27% +$528K
ADTN icon
2155
Adtran
ADTN
$680M
$2.42M ﹤0.01%
213,116
-39,861
-16% -$474K
DSX icon
2156
Diana Shipping
DSX
$266M
$2.42M ﹤0.01%
1,022,436
-163,476
-14% -$390K
ARCC icon
2157
Ares Capital
ARCC
$13.6B
$2.41M ﹤0.01%
129,378
-541
-0.4% -$10K
FIZZ icon
2158
National Beverage
FIZZ
$3.02B
$2.41M ﹤0.01%
108,522
+51,380
+90% +$1.11M
HLIT icon
2159
Harmonic Inc
HLIT
$1.14B
$2.4M ﹤0.01%
365,097
+98,263
+37% +$681K
AQN icon
2160
Algonquin Power & Utilities
AQN
$4.61B
$2.4M ﹤0.01%
174,814
+12
+0% +$155
PSMT icon
2161
Pricesmart
PSMT
$5.89B
$2.39M ﹤0.01%
33,664
+10,809
+47% +$655K
KTF
2162
DWS Municipal Income Trust
KTF
$346M
$2.39M ﹤0.01%
206,482
-8,998
-4% -$104K
KTOS icon
2163
Kratos Defense & Security Solutions
KTOS
$8.49B
$2.39M ﹤0.01%
128,571
-11,389
-8% -$239K
HRI icon
2164
Herc Holdings
HRI
$4.83B
$2.39M ﹤0.01%
51,333
+1,513
+3% +$65.7K
VIG icon
2165
Vanguard Dividend Appreciation ETF
VIG
$112B
$2.39M ﹤0.01%
19,961
-3,092
-13% -$365K
CRTO icon
2166
Criteo
CRTO
$1.11B
$2.37M ﹤0.01%
126,823
-52,852
-29% -$993K
NWLI
2167
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.37M ﹤0.01%
8,822
+3,371
+62% +$887K
BZUN
2168
Baozun
BZUN
$177M
$2.37M ﹤0.01%
55,422
+2,040
+4% +$97K
ZNH
2169
DELISTED
China Southern Airlines Company Limited
ZNH
$2.37M ﹤0.01%
78,749
-21,776
-22% -$686K
GPMT
2170
Granite Point Mortgage Trust
GPMT
$63.3M
$2.37M ﹤0.01%
126,199
+8,643
+7% +$162K
FOX icon
2171
Fox Class B
FOX
$21.9B
$2.36M ﹤0.01%
74,859
+15,964
+27% +$551K
SBLK icon
2172
Star Bulk Carriers
SBLK
$3.08B
$2.35M ﹤0.01%
233,826
– –
USCR
2173
DELISTED
U S Concrete, Inc.
USCR
$2.35M ﹤0.01%
42,561
+342
+0.8% +$16K
LNN icon
2174
Lindsay Corp
LNN
$1.14B
$2.35M ﹤0.01%
25,321
+2,067
+9% +$184K
SLCA
2175
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.35M ﹤0.01%
245,598
+21,345
+10% +$246K
85 86
87
88 89

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2019 Portfolio in Review

As of Q3 2019, Parametric Portfolio Associates held 4,116 positions worth $124B, up 2.4% from $121B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2019 filing shows 162 new, 2,309 increased, 1,443 reduced and 177 closed positions. Its largest new stake was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M. The largest sale was Red Hat Inc, an estimated $105M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2019 buy was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2019, an estimated $151M increase.
  • Parametric Portfolio Associates's biggest Q3 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $96.4M.
  • Parametric Portfolio Associates fully exited Red Hat Inc in Q3 2019, selling an estimated $105M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $124B portfolio in Q3 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 177 in Q3 2019.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $124B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2019, filed 15 Nov 2019.